+2,628.9%
FAST vs VGT
+2,283.9%
+345.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -1.1% |
| 30D | -0.8% | +1.3% | -2.1% | -1.9% |
| 3M | +5.8% | -1.1% | +6.9% | +5.2% |
| 6M | +8.0% | +32.6% | -24.6% | -15.0% |
| YTD | +25.6% | +29.0% | -3.4% | +0.5% |
| 1Y | +0.8% | +39.7% | -38.9% | -24.9% |
| 3Y | +86.1% | +120.9% | -34.8% | -9.2% |
| 5Y | +100.2% | +133.6% | -33.3% | -10.5% |
| 10Y | +494.2% | +792.6% | -298.4% | -28.3% |
| All | +2,628.9% | +2,283.9% | +345.0% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling